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  5. DEGENERATE SDE WITH H(O)LDER-DINI DRIFT AND NON-LIPSCHITZ NOISE COEFFICIENT

DEGENERATE SDE WITH H(O)LDER-DINI DRIFT AND NON-LIPSCHITZ NOISE COEFFICIENT

来源 :The 11th Workshop on Markov Processes and Related Topics(第十一 | 被引量 : 0次 | 上传用户：hxy135
【摘 要】
：
　　The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations,where the noise coeffcicie
【作 者】
：
Feng-Yu Wang Xicheng ZHANG 
【机 构】
：
BeijingNormalUniversity,CHINAWuhanUniversity,CHINA
【出 处】
：
The 11th Workshop on Markov Processes and Related Topics(第十一
【发表日期】
：
2015年6期
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论文部分内容阅读
　　The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations,where the noise coeffcicient might be non-Lipschitz,and the drift is locally Dini continuous in the component with noise(i.e.the second component)and locally H(o)lder-Dini continuous of order 2/3 in the first component.
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